+296.6%
BN vs WST
+449.7%
-153.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.3% | +4.9% | -5.1% | -1.5% |
| 30D | +13.6% | +10.7% | +2.9% | +10.7% |
| 3M | -6.7% | +16.8% | -23.5% | -10.4% |
| 6M | -9.0% | +32.0% | -40.9% | -15.5% |
| YTD | -8.8% | +49.9% | -58.7% | -18.6% |
| 1Y | -10.6% | +50.6% | -61.3% | -20.4% |
| 3Y | +98.8% | +21.4% | +77.3% | +73.5% |
| 5Y | +33.6% | -0.6% | +34.2% | +20.7% |
| All | +296.6% | +449.7% | -153.1% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling